Anic Equity¶

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Total return since start: 0.621 %¶

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Equity now: -----------------------------> 49507.85 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43496.08 Kr¶

PnL: ---------------------------------------> -1379.5 Kr¶

DD now: ---------------------------------> -6.801 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 15:52:47.142290'

Anic Portfolio¶

Today¶

Return: -0.14 %¶

This Week¶

Return: -2.45 %¶

Total portfolio value¶

Return including deposits: 62.076 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.640000 1523.820000 100.820000 7.090000 1423.000014
Nederman Holding 1 -2.370000 206.000000 7.000000 3.520000 199.000000
Hennes & Mauritz B 6 -0.770000 918.000000 6.000000 0.660000 912.000000
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
BioGaia B 8 2.450000 901.600000 -2.400000 -0.270000 904.000000
Atrium Ljungberg B 5 0.560000 899.000000 -5.000000 -0.550000 904.000000
ASSA ABLOY B 4 -0.360000 985.200000 -7.800000 -0.790000 993.000000
Profoto Holding 7 -2.150000 572.600000 -9.400000 -1.620000 581.999999
AcadeMedia 20 -0.620000 964.000000 -14.000000 -1.430000 978.000000
JM 7 -0.450000 935.900000 -14.100000 -1.480000 950.000002
Biotage 1 -5.420000 134.300000 -14.700000 -9.870000 149.000000
Gränges 10 0.290000 1021.000000 -18.000000 -1.730000 1039.000000
Vitec Software Group B 2 -1.810000 1085.000000 -19.000000 -1.720000 1104.000000
OX2 12 -1.920000 889.200000 -19.800000 -2.180000 909.000000
Vitrolife 3 0.000000 657.000000 -20.000000 -2.950000 677.000001
Bufab 3 -0.450000 1054.800000 -21.200000 -1.970000 1076.000001
Addnode Group B 7 -0.710000 881.300000 -23.700000 -2.620000 904.999998
Latour B 4 -1.930000 831.600000 -24.400000 -2.850000 856.000000
Creaspac SPAC 40 -0.100000 3808.000000 -26.000000 -0.680000 3834.000000
Investor B 3 -0.990000 631.350000 -26.650000 -4.050000 657.999999
Sandvik 4 0.340000 821.200000 -26.800000 -3.160000 848.000000
Hoist Finance 36 0.740000 979.200000 -31.800000 -3.150000 1010.999988
Hexatronic Group 15 -0.720000 1037.100000 -33.900000 -3.170000 1071.000000
Sagax B 4 -2.210000 848.800000 -36.200000 -4.090000 885.000000
INVISIO 15 -0.630000 3532.500000 -39.500000 -1.110000 3571.999995
SKF B 5 -0.920000 939.750000 -40.250000 -4.110000 980.000000
Alimak Group 12 -0.620000 966.000000 -41.000000 -4.070000 1007.000004
Byggmax Group 33 -1.060000 925.980000 -41.020000 -4.240000 966.999990
Sagax A 4 -3.210000 844.000000 -42.000000 -4.740000 886.000000
EQT 4 -2.360000 829.200000 -43.800000 -5.020000 873.000000
Catena 2 -0.420000 753.200000 -52.800000 -6.550000 806.000000
Platzer Fastigheter Holding B 12 -1.450000 895.200000 -55.800000 -5.870000 951.000000
Orrön Energy 170 -3.430000 1983.900000 -62.100000 -3.040000 2045.999980
HEXPOL B 8 -5.860000 886.400000 -70.600000 -7.380000 957.000000
Hexagon B 26 -1.580000 3330.600000 -89.400000 -2.610000 3420.000012
VEF 788 -1.220000 1790.340000 -112.660000 -5.920000 1903.000300
Sedana Medical 93 0.360000 2574.240000 -409.340000 -13.720000 2983.577733
TOTAL 43496.080000 -1379.500000 -6.8006% 44875.578016

Updated:¶

'2023-06-21 15:53:03.639474'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶